-19.3%
RDW vs JBHT
+59.4%
-78.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +8.8% | +0.5% | +8.3% | +9.1% |
| 30D | -8.9% | -0.1% | -8.8% | -8.5% |
| 3M | -37.8% | -14.0% | -23.8% | -32.6% |
| 6M | -30.9% | -5.1% | -25.8% | -29.9% |
| YTD | +10.5% | +18.0% | -7.5% | -1.5% |
| 1Y | +37.0% | +36.5% | +0.5% | +12.5% |
| 3Y | +244.3% | +34.8% | +209.5% | +174.7% |
| 5Y | -22.8% | +21.4% | -44.2% | -35.5% |
| All | -19.3% | +59.4% | -78.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling